Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2001

• John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001, "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 8497, Oct.
• Jay Shanken & Ane Tamayo, 2001, "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 8666, Dec.
• Sylvia Kaufmann, 2001, "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 45, May.
• John Landon-Lane, 2001, "The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression," Departmental Working Papers, Rutgers University, Department of Economics, number 200114, Nov.
• Charles J. Romeo, 2001, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Computing in Economics and Finance 2001, Society for Computational Economics, number 106, Apr.
• V. Brian Viard, Nicholas Polson, Anne Gron, 2001, "Solving for Market Equilibrium using Random Coefficient Random Utility Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 256, Apr.
• Katsuhiro Sugita, 2001, "Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching," Computing in Economics and Finance 2001, Society for Computational Economics, number 33, Apr.
• Patrick Waelbroeck, 2001, "Econometric analysis of the sequential probit model with an application to innovation surveys," Computing in Economics and Finance 2001, Society for Computational Economics, number 99, Apr.
• Hany Guirguis & Joseph Onochie & Harry Rosen, 2001, "The post-offering performance of IPOs in the health care industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 25, issue 2, pages 194-205, June, DOI: 10.1007/BF02744522.
• Gael Martin, 2001, "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 217-234, DOI: 10.1081/ETC-100103824.
• Mahmoud El-Gamal, 2001, "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 235-245, DOI: 10.1081/ETC-100103825.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-017/4, Feb.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-018/4, Feb.
• Richard Kleijn & Herman K. van Dijk, 2001, "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-105/4, Nov.
• Joel Huber & Kenneth Train, 2001, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics, University Library of Munich, Germany, number 0012003, Jan.
• Eduardo Ley, 2001, "Statistical Inference as a Bargaining Game," Econometrics, University Library of Munich, Germany, number 0110001, Oct, revised 13 Jan 2006.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 0110002, Oct.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics, University Library of Munich, Germany, number 0110003, Oct, revised 23 Nov 2001.
• Sugita, K., 2001, "Bayesian Cointegration Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 591.
• Shyam NMI Sunder & Karim Jamal, 2001, "Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?," Yale School of Management Working Papers, Yale School of Management, number ysm197, Jun.
• Canova, Fabio, 2001, "Testing for convergence clubs in income per-capita: A predictive density approach," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 139.

2000

• Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, volume 33, issue 3, pages 185-202.
• Henry, O.T. & Summers, P.M., 2000, "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series, The University of Melbourne, number 738.
• Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 751.
• Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Atkinson Inequality Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 766.
• Shami, R.G. & Forbes, C.S., 2000, "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/00, Dec.
• Forbes, C.S. & Kofman, P., 2000, "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/00, Apr.
• Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000, "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/00, Aug.
• Jonathan Lewellen & Jay Shanken, 2000, "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7699, May.
• Rajeev Dehejia, 2000, "Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 7844, Aug.
• Aoki, Takaaki, 2000, "Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy," MPRA Paper, University Library of Munich, Germany, number 12649, Feb.
• Chakravarty, Sugato & Li, Kai, 2000, "An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1127, Feb.
• Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000, "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers, Queen Mary University of London, School of Economics and Finance, number 414, May.
• Hugo Kruiniger, 2000, "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 428, Dec.
• Hugo Kruiniger, 2000, "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 429, Dec.
• Maria Maddalena Barbieri & Caterina Conigliani, 2000, "Fractional bayes factors for the analysis of autoregressive models with possible unit roots," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0013, Jan.
• K. Van Dijk & Luc Bauwens & Charles Bos, 2000, "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000, Society for Computational Economics, number 145, Jul.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Raats, V.M. & Moors, J.J.A., 2000, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-120.
• Joel Huber and Kenneth Train., 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers, University of California at Berkeley, number E00-289, Jul.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 32, Mar.
• David E. A. Giles, 2000, "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers, Department of Economics, University of Victoria, number 0004, Apr.
• Dani Gamermam, 2000, "MCMC in econometrics," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 1, issue 1, pages 7-37, January-J.
• Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
• Ólan T. Henry & Peter M. Summers, 2000, "Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, volume 76, issue 235, pages 365-373, December, DOI: 10.1111/j.1475-4932.2000.tb00033.x.
• Potter Simon M., 2000, "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 2, pages 1-11, July, DOI: 10.2202/1558-3708.1058.
• Huber, Joel & Train, Kenneth, 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7zm4f51b, Jul.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• Aaron F. Schiff & Peter C.B. Phillips, 2000, "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1278, Oct.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0575, Aug.
• Christopher Otrok, 2000, "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1094, Aug.
• Koop, Gary & Dijk, Herman K. Van, 2000, "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 261-291, August.
• Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000, "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 47-79, September.
• Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, volume 49, issue 3, pages 229-244, September.
• Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries, 2000, "Bayesian learning in mis-specified models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-25/A, Aug.
• Bauwens, L. & Lubrano, M., 2000, "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a18.
• Koop, G. & Poirier, D., 2000, "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers, California Irvine - School of Social Sciences, number 00-01-22.
• Romeo, C.J., 2000, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Papers, U.S. Department of Justice - Antitrust Division, number 00-6.
• Salabasis, Mickael & Villani, Mattias, 2000, "Panel Regression with Unobserved Classes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 353, Jan.
• Graflund, Andreas, 2000, "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers, Lund University, Department of Economics, number 2000:8, Oct, revised 30 Jan 2002.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Fabio Canova & Matteo Ciccarelli, 2000, "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-05, Mar.
• Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.

1999

• Leif Danziger, 1999, "A Dynamic Economy with Costly Price Adjustments," American Economic Review, American Economic Association, volume 89, issue 4, pages 878-901, September.
• Koop, Gary & Potter, Simon M, 1999, "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 298-312, July.
• Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul, 1999, "Bayesian Arbitrage Threshold Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 364-372, July.
• Stephen Gordon & Pascal St-Amour, 2003, "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers, CIRANO, number 2003s-09, Apr.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• MARCHAND, Hugues & MARTIN, Alexander & WEISMANTEL, Robert & WOLSEY, Laurence, 1999, "Cutting planes in integer and mixed integer programming," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999053, Oct.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
• Canova, Fabio, 1999, "Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2201, Aug.
• Kilian, Lutz & Zha, Tao, 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2334, Dec.
• N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 20, revised Nov 2001.
• Carmen Fernandez & Gary Koop & Mark F J Steel, 1999, "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 21.
• Eduardo Ley & Mark F J Steel, 1999, "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 43, Jul.
• Stambaugh, Robert F., 1999, "Predictive regressions," Journal of Financial Economics, Elsevier, volume 54, issue 3, pages 375-421, December.
• Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9936/A, Oct.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 99-082/4, Oct.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Teruo Nakatsuma, 1999, "Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a368, Mar.
• Gordon, Stephen & St-Amour, Pascal, 1999, "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche, Université Laval - Département d'économique, number 9906.
• Strachan, R.W. & Inder, B., 1999, "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/99, Oct.
• Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
• Rajeev Dehejia, 1999, "Program Evaluation as a Decision Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 6954, Feb.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa, 1999, "Testing for negativity in a demand system: A Bayesian approach," Empirical Economics, Springer, volume 24, issue 2, pages 211-223.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-078/4, Oct.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999, "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-3.
• Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.
• Chris Otrok, 1999, "On Measuring the Welfare Cost of Business Cycles," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 318, Dec.
• Jiahui Wang & Eric Zivot, 1999, "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics, University Library of Munich, Germany, number 9903002, Mar, revised 31 Mar 1999.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.

1998

• Bolduc, Denis & Bonin, Sylvie, 1998, "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche, Université Laval - Département d'économique, number 9802.
• M.W. Luke Chan & Dean C. Mountain & Dading Li, 1998, "A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 338, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-4, Apr.
• Strachan, R.W., 1998, "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/98.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Péter Gál, 1998, "Halandósági táblák becslése bayesi módszerekkel," Rajk László Szakkollégium Working Papers, Rajk László College, number 3, Oct.
• José Luciano Maldonado, 1998, "Statistics as a tool for the development of speech recognition automatic systems," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 23, issue 14, pages 7-20, January-D.
• Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998, "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics, University Library of Munich, Germany, number 9802001, Feb, revised 06 May 1998.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
• Mark Dwyer, 1998, "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, University Library of Munich, Germany, number 9808001, Aug.
• Ricardo Rocha & Alejandro Vivas, 1998, "Crecimiento regional en Colombia: ¿Persiste la desigualdad?," Revista de Economía del Rosario, Universidad del Rosario.
• ALBANO, Gian Luigi & JOUNEAU, Fréféric, 1998, "A Bayesian approach to the econometrics of first-price auctions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998031, Apr.
• LUBRANO, Michel, 1998, "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998066, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1176, May.
• John C. Chao & Peter C.B. Phillips, 1998, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1198, Oct.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Gary Koop & Kai Li, 1998, "The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 13, Jul.
• Gary Koop & Simon M. Potter, 1998, "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 15, Feb.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.
• Harris, R., 1998, "The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach," Discussion Papers, University of Exeter, Department of Economics, number 9811.
• Lubrano, M., 1998, "Bayesian Analysis of Nonlinear Time Series Models with a Threshold," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a13.
• Balakrishnan, R. & Michelacci, C., 1998, "Unemployment Dynamics Across OECD Countries," Papers, Centro de Estudios Monetarios Y Financieros-, number 9806.
• Florens, J.-P. & Rolin, J.-M., 1998, "Simulation of Posterior Distributions in Nonparametric Censored Analysis," Papers, Toulouse - GREMAQ, number 98.493.
• Fougere, D. & Kamionka, T., 1998, "Bayesian Inference for the Mover-Stayer Model of Continuous Time," Papers, Toulouse - GREMAQ, number 98.b.
• Zhang, J., 1998, "Multiple Hypotheses Testing with Partial Prior Information," Papers, Catholique de Louvain - Institut de statistique, number 9801.
• Scheihing, E. & Mouchart, M., 1998, "Bayesian Evaluation of a Semi-Parametric Binary Response Model," Papers, Catholique de Louvain - Institut de statistique, number 9806.
• Mouchart, M. & Scheihing, E., 1998, "Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test," Papers, Catholique de Louvain - Institut de statistique, number 9807.
• Nomia, O., 1998, "Games with Incomplete Information," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.59.
• Lubos Pástor & Robert F. Stambaugh, , "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-98.
• Lubos Pástor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-98.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.

1997

• BAUWENS, LUC & LUBRANO, Michel, 1997, "Bayesian option pricing using asymmetric GARCH," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997059, Aug.
• Jovanovic, Boyan & Nyarko, Yaw, 1997, "Stepping-stone mobility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 46, issue 1, pages 289-325, June.
• Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 149-169.
• Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997, "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 359-380, June.
• Bulkley, George & Harris, Richard & Weller, Paul, 1997, "Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning," Discussion Papers, University of Exeter, Department of Economics, number 9706.
• Bauwens, L. & Lubrano, M., 1997, "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a40.
• Flam, S.D. & Evstigneev, I.V., 1997, "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 171.
• Rolin, J-M, 1997, "Nonparametric Bayesian Survival Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9704.
• Lubos Pastor & Robert F. Stambaugh, , "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-97.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Gordon, Stephen & St-Amour, Pascal, 1997, "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche, Université Laval - Département d'économique, number 9711, revised 08 Jun 1998.
• Gordon, Stephen & St-Amour, Pascal, 1997, "Asset Prices with Contingent Preferences," Cahiers de recherche, Université Laval - Département d'économique, number 9712, revised 08 Jun 1998.
• Smith, M. & Mathur, S.K. & Kohn, R., 1997, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/97.
• Oliver, J.J. & Forbes, C.S., 1997, "Bayesian Approaches to Segmenting A Simple Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/97.
• Forbes, C.S. & Kalb, G.R.J. & Kofman, P., 1997, "Bayesian Arbitrage Threshold Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/97.
• Martin, G.M. & Martin, V.L., 1997, "Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/97.
• Martin, G.M., 1997, "Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/97.
• Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997, "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/97.
• Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997, "Patterns, Types, and Bayesian Learning," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1177, Jan.
• Hans Dewachter, 1997, "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 39-55, March, DOI: 10.1007/BF02707675.
• Gary Koop & Herman K. van Dijk & Henk Hoek, 1997, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-078/4, Aug.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-111.
• Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-85.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 20eee0e0-9a7e-40e2-8b1a-b.
• Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM, Tilburg University, School of Economics and Management, number 70bc4936-7304-4e87-910c-b.
• Fabio Canova, 1997, "Testing for convergence clubs in income per-capita: A predictive density approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 404, Jul, revised Jun 1999.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997, "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics, University Library of Munich, Germany, number 9712001, Dec.
• Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997, "Patterns, Types, and Bayesian Learning," Game Theory and Information, University Library of Munich, Germany, number 9711002, Nov.

1996

• Teruo Nakatsuma & Hiroki Tsurumi, 1996, "ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test," Departmental Working Papers, Rutgers University, Department of Economics, number 199619, Sep.
• Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-17.
• Ley, Eduardo & Steel, Mark F J, 1996, "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, volume 78, issue 3, pages 539-543, August.
• Horowitz, J.L., 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Working Papers, University of Iowa, Department of Economics, number 96-02.
• Savin, N.E. & Wurtz, A., 1996, "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Working Papers, University of Iowa, Department of Economics, number 96-05.
• Savin, N.E. & Wurtz, A., 1996, "Power of tests in Binary Response Models," Working Papers, University of Iowa, Department of Economics, number 96-06.
• Francisco F. R. Ramos, 1996, "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics, University Library of Munich, Germany, number 9601003, Jan.
• Albert, Max, 1996, "Bayesian learning and expectations formation: Anything goes," Discussion Papers, Series I, University of Konstanz, Department of Economics, number 284.
• Charles A. Holt & Lisa R. Anderson, 1996, "Classroom Games: Understanding Bayes' Rule," Journal of Economic Perspectives, American Economic Association, volume 10, issue 2, pages 179-187, Spring.
• Chatterji, S. & Chattopadhyay, S., 1996, "Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 329.96.
• Xiaoqiang, W., 1996, "Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9602.
• Gilli, M., 1996, "Learning Standards of Social Behaviour in a Stationary Society," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9610.
• BAUWENs, Luc & LUBRANO , Michel, 1996, "Bayesian Inference on GARCH Models using the Gibbs Sampler," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996027, May.
• Jovanovic, B. & Nyarko, Y., 1996, "Learning by Doing and the Choice of Technology," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-25.
• Jovanovic, B. & Nyarko, Y., 1996, "Stepping Stone Mobility," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-26.
• Jovanovic, B. & Nyarko, Y., 1996, "Research and Productivity," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-27.
• Bosi, S., 1996, "Divisible Conspicuous Good," DELTA Working Papers, DELTA (Ecole normale supérieure), number 96-10.
• Jovanovic, Boyan & Nyarko, Yaw, 1996, "Learning by Doing and the Choice of Technology," Econometrica, Econometric Society, volume 64, issue 6, pages 1299-1310, November.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
• Lubrano, M., 1996, "Bayesian Analysis of Nonlinear Time Series Models with Threshold," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a12.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.